-54.5%
APTV vs CLBK
+60.9%
-115.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -11.6% | +3.4% | -15.0% | -13.2% |
| 3M | -21.2% | -4.3% | -16.9% | -19.6% |
| 6M | -28.5% | +28.4% | -56.9% | -38.4% |
| YTD | -49.1% | +59.4% | -108.5% | -61.4% |
| 1Y | -52.2% | +64.8% | -117.0% | -64.5% |
| 3Y | -48.6% | +50.6% | -99.2% | -61.5% |
| 5Y | -77.3% | +28.3% | -105.6% | -82.9% |
| All | -54.5% | +60.9% | -115.4% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling